+131.6%
C vs LNG
+218.5%
-86.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +0.5% |
| 7D | +3.2% | -6.2% | +9.3% | +4.5% |
| 30D | +1.3% | +8.0% | -6.7% | -0.6% |
| 3M | +3.1% | +16.9% | -13.8% | -1.1% |
| 6M | +29.6% | +8.7% | +21.0% | +25.4% |
| YTD | +19.0% | +43.0% | -24.1% | +6.4% |
| 1Y | +45.6% | +19.4% | +26.2% | +37.0% |
| 3Y | +269.3% | +74.7% | +194.6% | +211.0% |
| 5Y | +131.6% | +222.4% | -90.9% | +61.3% |
| All | +131.6% | +218.5% | -86.9% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling